Estimating Nonlinear Business Cycle Mechanisms with Linear Vector Autoregressions: A Monte Carlo Study*-Reference-Cited by-同舟云学术

Estimating Nonlinear Business Cycle Mechanisms with Linear Vector Autoregressions: A Monte Carlo Study*

Published:2022-06-12 Issue:5 Volume:84 Page:1077-1100
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:Oxf Bull Econ Stat

Author:

Kohler Karsten¹^ORCID,Calvert Jump Robert²^ORCID

Affiliation:

1. Economics Department Leeds University Business School Maurice Keyworth Building, Woodhouse Leeds LS2 9JT United Kingdom

2. Institute for Political Economy, Governance, Finance and Accountability University of Greenwich, Old Royal Naval College Park Row, Greenwich London SE10 9LS United Kingdom

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/obes.12498

Reference37 articles.

1. The Influence of VAR Dimensions on Estimator Biases

2. Curbing the Credit Cycle

3. Nonlinear Dynamics of Debt and Capital: A Post-Keynesian Analysis

4. Riddles and Models: A Review Essay on Michel De Vroey’s A History of Macroeconomics from Keynes to Lucas and Beyond

5. Beaudry P. Galizia D.andPortier F.(2016).Putting the Cycle Back into Business Cycle Analysis NBER Working Paper No. 22825 National Bureau of Economic Research Cambridge MA.

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